ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 08-Aug-2012
Day Change Summary
Previous Current
07-Aug-2012 08-Aug-2012 Change Change % Previous Week
Open 124-040 123-300 -0-060 -0.2% 124-040
High 124-040 123-310 -0-050 -0.1% 124-190
Low 123-290 123-260 -0-030 -0.1% 124-030
Close 123-300 123-270 -0-030 -0.1% 124-030
Range 0-070 0-050 -0-020 -28.6% 0-160
ATR 0-060 0-059 -0-001 -1.2% 0-000
Volume 3,556 4,189 633 17.8% 8,561
Daily Pivots for day following 08-Aug-2012
Classic Woodie Camarilla DeMark
R4 124-110 124-080 123-298
R3 124-060 124-030 123-284
R2 124-010 124-010 123-279
R1 123-300 123-300 123-275 123-290
PP 123-280 123-280 123-280 123-275
S1 123-250 123-250 123-265 123-240
S2 123-230 123-230 123-261
S3 123-180 123-200 123-256
S4 123-130 123-150 123-242
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 125-243 125-137 124-118
R3 125-083 124-297 124-074
R2 124-243 124-243 124-059
R1 124-137 124-137 124-045 124-110
PP 124-083 124-083 124-083 124-070
S1 123-297 123-297 124-015 123-270
S2 123-243 123-243 124-001
S3 123-083 123-137 123-306
S4 122-243 122-297 123-262
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-180 123-260 0-240 0.6% 0-074 0.2% 4% False True 3,222
10 124-190 123-260 0-250 0.6% 0-066 0.2% 4% False True 2,350
20 124-210 123-260 0-270 0.7% 0-034 0.1% 4% False True 1,308
40 124-210 123-040 1-170 1.2% 0-019 0.0% 47% False False 658
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-202
2.618 124-121
1.618 124-071
1.000 124-040
0.618 124-021
HIGH 123-310
0.618 123-291
0.500 123-285
0.382 123-279
LOW 123-260
0.618 123-229
1.000 123-210
1.618 123-179
2.618 123-129
4.250 123-048
Fisher Pivots for day following 08-Aug-2012
Pivot 1 day 3 day
R1 123-285 124-010
PP 123-280 123-310
S1 123-275 123-290

These figures are updated between 7pm and 10pm EST after a trading day.

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